Dynamic factor analysis
On Mon, 2011-11-07 at 16:38 -0500, Katherine Mills wrote:
I am wondering if anyone knows of a R package that runs dynamic factor analysis, as described in Zuur et al, 2003. (Estimating common trends in multivariate time series using dynamic factor analysis. Environmetrics 14: 665-685.) My initial searches have not been productive, but maybe this technique is listed under a different name?? Thanks in advance for any guidance.
See the MARSS package http://cran.r-project.org/web/packages/MARSS/index.html HTH G
Kathy Mills [[alternative HTML version deleted]]
_______________________________________________ R-sig-ecology mailing list R-sig-ecology at r-project.org https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%